Author:
Ghysels Eric,Santa-Clara Pedro,Valkanov Rossen
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference61 articles.
1. Stock prices under time-varying dividend risk;Abel;Journal of Monetary Economics,1988
2. Range-based estimation of stochastic volatility models;Alizadeh;Journal of Finance,2002
3. Answering the skeptics;Andersen;International Economic Review,1998
4. Andersen, T., Bollerslev, T., Meddahi, N., 2004. Analytic evaluation of volatility forecasts. International Economic Review, forthcoming.
5. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001
Cited by
717 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献